-42.1%
AG vs PLUG
-67.2%
+25.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.2% | +3.9% | -1.1% |
| 7D | -6.0% | -8.5% | +2.5% | -2.2% |
| 30D | -14.3% | -20.8% | +6.5% | -5.1% |
| 3M | -26.9% | -46.1% | +19.1% | -5.6% |
| 6M | -42.1% | -65.3% | +23.2% | -16.6% |
| All | -42.1% | -67.2% | +25.1% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling